I think I understand the fact that when marginal utilities of the same function are equal (a consequence of the actuarially fair insurance), the independent variables in it must be equal -- right? But ...

I have a econ midterm coming up soon and stumbled upon this question. My approach is:
2C=800/(1.12^2)+1200/(1.12^6)=125.71 or C=1245.71/2=622.85
But I have a gut feeling this is wrong. I believe the ...

I have a question that seems basic but has given me fits. If I have the following known variables, how do I solve for the growth rate?
Known variables:
initial payment
outstanding balance
number of ...

what are the parameters which will affect a company's ability to buy a new product or service based on its current financial situation. I found many ratios but I need specific metrics or ratios which ...

What is the definition of price pressure and what does it imply?
In a number of paper I read that the price pressure can influence the portfolio returns; can you explain why and in which way it can do ...

How can I modify the formula in this answer so that the frequency of payment growth is also a variable? For example, instead of payments growing by 2% each year I would like them to grow 2% every two ...

The risk-free rate is 4%, and the expected return on the market portfolio is 12%. Using the Capital Asset Pricing Model:
a. What is the risk premium on the market?
b. what is the required return on ...

I'm looking for readings about the trade-off between the parameters of a mortgage: length of the mortgage, percentage of the principal to repay, inflation rate (at which the payment growths) and total ...

I'd like to grab SEC XBRL 10-Q's from various companies and standardize/summarize their content to be able to run common analysis. But it looks like different companies use different elements, making ...

This is a bit of a subjective question and relates primarily to the UK market
There are a number of banks who are lending at BOE + 1.49% (ie: 1.99 %) whilst at the same time accepting deposits paying ...

I have a time series of gold prices, on which I want to build an ARIMA model. The series is autocorrelated and if I can difference as often as I want, it always is.
First:
data: d1gold
Dickey-Fuller ...

What is the difference between a random process that is adapted to a filteration and one that had the martingale property. It seems the two notions are quite similar and would be helpful to construct ...

As titled, my question consists on asking for why in the most of academic papers one almost always finds that when you try to model asset returns, one needs to adjust for risk factors before analyzing ...

Return of an investment for a given period is by definition:
$$r = \frac{P}{W_0} - 1$$
where $P$ is the price of the investment at the end of the period, and $W_0$ is the initial investment. I want ...